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### Generate two variables with precise pre-specified correlation [duplicate]

I want to generate two variables with (pseudo-) random numbers with an exact pearson's r. How do I do that? Python and/or R solutions would be nice! I am able to generate random data that ...
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### I like to generate correlated variables with a existing variable in R [duplicate]

In R, I like to create a set of variables that are correlated with a given variable.I scanned related questions but failed to find the same issue i have. Here is instance. ...
44 views

### How can I generate 2 sets of variables from different distributions with a correlation between them in r? [duplicate]

I am working in R and would like to generate 40 numbers from $\mathrm{N}(0,1)$ and another 40 from $\mathrm{Uniform}(0,2)$ with a negative correlation (for example: $r = -0.45$) between them. The ...
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### How to generate and correlate more than two random variables which are from different non-parametric distributions given then correlation matrix? [duplicate]

I tried to fit three variables using the non-parametric method(kernel smooth), and those distribution for each of three variables are different, so cholesky descomposition won´t work for replicate the ...
45k views

### How to generate correlated random numbers (given means, variances and degree of correlation)?

I'm sorry if this seems a bit too basic, but I guess I'm just looking to confirm understanding here. I get the sense I'd have to do this in two steps, and I've started trying to grok correlation ...
6k views

### Are two standard normal random variables always independent?

I learned that the standard normal distribution is unique because the mean and variance are fixed at 0 and 1 respectively. By this fact, I wonder if any two standard random variables must be ...
19k views

### How can I generate data with a prespecified correlation matrix?

I’m trying to generate correlated random sequence with mean = $0$, variance = $1$, correlation coefficient = $0.8$. In the code below, I use s1 & ...
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### How to define a distribution such that draws from it correlate with a draw from another pre-specified distribution?

How do I define the distribution of a random variable $Y$ such that a draw from $Y$ has correlation $\rho$ with $x_1$, where $x_1$ is a single draw from a distribution with cumulative distribution ...
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### Generate sets of values with high correlation coefficient

Apology if this is too simple. I couldn't get the more advanced r-help group to respond. I am planning to characterize workloads by measuring the correlation coefficient of two sets of real values ...
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### Tool for generating correlated data sets

Does anyone know of a tool that I can use to generate a set of data with known correlations (and to put the icing on the cake - output this in json,csv,txt or some common format)? I am working on ...
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### Maximising the correlation between vectors vs minimising the angle between them

In this talk http://videolectures.net/lms08_hardoon_scca/ (4:58) David says that maximizing the correlation between vectors can be viewed as minimizing the angle between them, and gives two references:...
345 views

### Generate random variables with predefined correlation structure AND fixing some values

I need to generate 4 random variables that show a predefined correlation structure Sigma AND where certain values of Vars 1-4 are fixed. As an illustrative example, consider the variables: ...
668 views

### Creating two random sequences with $50\%$ correlation?

How can I create two random sequences of numbers that are $50\%$ correlated to each other? Each sequence has a different variance.
I need to simulate three variables $A,B,P$ ~ $N(0,1)$ such that the Pearson correlations $r_{AB}=\operatorname{cor} (A,B)$ and $r_{BP}=\operatorname{cor}(B,P)$ are given. I need to repeat the ...